Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 37.338821 40.629695 44.244869 48.543080 53.557072 59.275866 66.372685
2025-03-16 31.064741 35.252550 40.190909 46.556754 54.722134 65.113064 79.822215
2025-03-23 28.734574 33.593066 39.624952 47.896635 59.357424 75.405627 101.174410
2025-03-30 26.413532 31.503596 38.049683 47.430294 61.196413 81.986357 119.180618
2025-04-06 24.545791 29.732596 36.590002 46.771720 62.449050 87.749453 137.875029
2025-04-13 22.667923 27.751569 34.602778 45.034590 61.670184 89.903654 150.650478
2025-04-20 22.095618 27.461465 34.894183 46.635577 66.374743 102.636934 192.375738
2025-04-27 21.483907 27.048872 34.943339 47.829271 70.571928 115.689341 245.381710
2025-05-04 20.932389 26.666594 34.981340 48.977457 74.873155 130.444363 319.902817
2025-05-11 20.110773 25.830644 34.253099 48.745783 76.505954 139.789788 389.489893
2025-05-18 19.358405 25.045832 33.536390 48.440598 77.921635 149.163713 477.779794
2025-05-25 18.534199 24.106054 32.507662 47.473938 77.800424 154.480346 558.835944
2025-06-01 17.750216 23.228158 31.585231 46.732784 78.329968 162.852227 699.427620
2025-06-08 16.788011 22.041808 30.107910 44.867687 76.156547 162.597669 779.986450
2025-06-15 16.516751 21.894230 30.303931 46.129624 81.347597 189.040785 1393.128705
2025-06-22 15.954352 21.262455 29.650483 45.690643 82.419040 202.035761 2133.334158
2025-06-29 15.405086 20.623409 28.942482 45.070424 82.928145 213.463429 3473.396359
2025-07-06 14.721030 19.742471 27.775348 43.432940 80.552638 211.573407 4304.153031
2025-07-13 14.609004 19.762805 28.148947 44.942170 86.812827 254.290448 88922.823657
2025-07-20 14.436796 19.675676 28.326626 46.066231 92.369080 301.905319 NaN
2025-07-27 14.264368 19.577955 28.476090 47.146468 98.156287 362.149194 NaN
2025-08-03 13.917453 19.177273 28.055159 46.928581 99.887300 398.096925 NaN
2025-08-10 13.581799 18.781719 27.621693 46.641499 101.355572 436.202233 NaN